We use numerical simulations to predict the soft X-ray ([0.4-0.6] keV) and Sunyaev-Zeldovich signal (at 150 GHz) from the large scale structure in the Universe and then compute 2-point statistics to study the spatial distribution and time evolution of the signals. The average X-ray signal predicted for the WHIM is in good agreement with observational constraints that set it at about 10% of the total Diffuse X-ray Background. The characteristic angle computed with the Autocorrelation Function is of the order of some arcminutes and becomes smaller at higher redshift. The power spectrum peak of the SZ due to the WHIM is at l~10000 and has amplitude of ~0.2 muK^2, about one order of magnitude below the signal measured with telescopes like Planck, ACT, and SPT. Even if the high-redshift WHIM signal is too weak to be detected using X-rays only, the small-scale correlation between X-ray and SZ maps is dominated by the high-redshift WHIM. This makes the analysis of the SZ signal in support of X-rays a promising tool to study the early time WHIM.